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(30 points) Answer the following questions, given the regression results from the historical return information for the 3 funds below Beta 1.10 1.25 1.70 |

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(30 points) Answer the following questions, given the regression results from the historical return information for the 3 funds below Beta 1.10 1.25 1.70 | | Std. Deviation (%) 8.5 11.3 15.8 7.77 0.75 Fund Mean (%) 9.3 10.75 12.4 8.0 2.0 0.91 0.76 0.65 S&P 500 T-Bond ratio, and (20 pts) Rank the performance of the 3 funds according to Sharpe's ratio, Treynor's Jensen's ratio. (make sure you show your work! (3 pts) Which of the 3 funds is least correlated with the market? a. b. pbs) Which of the 3 funds' rcturns moved more closely with the market's rcturns (4 pts) Define the Sharpe Ratio and explain why th d

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